A robust extended Kalman filter for discrete-time systems with uncertain dynamics, measurements and correlated noise Export

@inproceedings{RSouto09, abstract = {This paper presents a robust filter for discrete-time nonlinear systems subject to uncertainties. The nonlinear functions are assumed to be uncertain but belonging to a conic region. This condition is characterized as a Lipschitz condition on the system state and control signal residuals. The proposed design also allows dynamic and measurement noises to have unknown time-varying expected values, covariances and cross-covariances. The filter furnishes estimations with the a priori and a posteriori variance errors bounded for all allowed uncertainties.}, author = {Souto, R. F. and Ishihara, J. Y. and Borges, G. A.}, citeulike-article-id = {6081130}, citeulike-linkout-0 = {http://dx.doi.org/10.1109/ACC.2009.5160604}, citeulike-linkout-1 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=5160604}, day = {10}, doi = {10.1109/ACC.2009.5160604}, journal = {American Control Conference, 2009. ACC '09.}, keywords = {extended, filter, kalman, robust}, month = {July}, pages = {1888--1893}, posted-at = {2009-11-06 15:56:35}, priority = {2}, title = {A robust extended Kalman filter for discrete-time systems with uncertain dynamics, measurements and correlated noise}, url = {http://dx.doi.org/10.1109/ACC.2009.5160604}, year = {2009} }

TY - CONF ID - RSouto09 L3 - citeulike-article-id:6081130 N2 - This paper presents a robust filter for discrete-time nonlinear systems subject to uncertainties. The nonlinear functions are assumed to be uncertain but belonging to a conic region. This condition is characterized as a Lipschitz condition on the system state and control signal residuals. The proposed design also allows dynamic and measurement noises to have unknown time-varying expected values, covariances and cross-covariances. The filter furnishes estimations with the a priori and a posteriori variance errors bounded for all allowed uncertainties. JF - American Control Conference, 2009. ACC '09. EP - 1893 TI - A robust extended Kalman filter for discrete-time systems with uncertain dynamics, measurements and correlated noise SP - 1888 KW - extended KW - filter KW - kalman KW - robust AU - Souto, RF AU - Ishihara, JY AU - Borges, GA PY - 2009/07/10/ UR - http://dx.doi.org/10.1109/ACC.2009.5160604 ER -